I would think the sub-panelboard mounted on the house would be fine. How far away would it be located from the pump, light and receptacles? I have heard that the closer the GFCI is to the load the better because long runs tend to cause nuisance tripping. I have not heard of any problem with several GFCI circuits in the same conduit causing nuisance tripping.
The feeder conductors are not required to be ground fault protected.
